Eli5: What is standard deviation ?

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i googled it, but still understood nothing 😛

What’s this thing??

In: Mathematics

6 Answers

Anonymous 0 Comments

It’s a measurement of how spread out your data is.

For example if your data set is {1, 2, 3}, the standard deviation is ~1.4. However if your data set is {0, 2, 4}, the standard deviation is 2.8. The more spread out your data is, the larger the standard deviation will be.

There are a lot of ways to measure how spread out your data is. Another way would be to measure the average distance from the mean. This is called the MAD, and it would be ~0.67 and ~1.3 respectively for the data sets above.

Standard deviation in particular is used because it’s mathematically well-behaved in ways that are convenient for us. It has simple relationships with other derived values of distributions, and it is closely related to the [normal distribution](https://en.wikipedia.org/wiki/Normal_distribution), which is a very common distribution both in nature and in mathematical models.

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